Allen's first professional appearance was in a one-off Channel 4 comedy, You Are Here in 1998, co-written by Matt Lucas and David Walliams. The same year, Allen and his sister Lily appeared in the 1998 film, Elizabeth, which was produced by their mother.[8]

Allen came to international attention when he was cast as Theon Greyjoy in the HBO medieval fantasy series Game of Thrones in 2011.[2][5][8] He has continued to work in films, appearing in Soulboy, The Kid, Freestyle and Powder in 2010.[5][12][13] In 2012, he starred in the British thriller, Confine.[14]